Work

Forecasting the oil futures price volatility: A new approach

Year: 2017

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2017.04.020

Authors: Feng Ma, Jing Liu, Dengshi Huang, Wang Chen

Institutions: Southwest Jiaotong University, Yangtze Normal University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities

Awards: 基于混频技术和组合预测的资产复杂相关性密度预测研究：短期冲击、长期影响与机制转换, G2079728654, 国际原油价格冲击下金融资产组合管理：基于马尔科夫机制转换多分形和高维度相关模型的研究, G2407384743, 金融危机下原油价格冲击与金融市场波动及其联动复杂性–基于多分形机制转换波动率模型和藤copula方法的研究

OpenAlex ID: W2611875853

FWCI: 8.348

Cites: 39

Cited by: 34

Related to: 10